DocumentCode
2766741
Title
A novel algorithm for recursive instrumental variable based subspace identification
Author
Gustafsson, Tony ; Lovera, Marco ; Verhaegen, Michel
Author_Institution
Dept. of Signals & Syst., Chalmers Univ. of Technol., Goteborg, Sweden
Volume
4
fYear
1998
fDate
16-18 Dec 1998
Firstpage
3920
Abstract
The problem of MIMO recursive identification is considered within the framework of subspace model identification (SMI). In this paper the use of recent signal processing algorithms for the recursive update of the SVD is proposed, and an instrumental variable (IV) approach is followed to accommodate for arbitrary correlation of the disturbances
Keywords
MIMO systems; recursive estimation; signal processing; IV approach; MIMO recursive identification; SMI; SVD; disturbance correlation; recursive instrumental variable based subspace identification; recursive update; signal processing algorithms; subspace model identification; Instruments; Least squares approximation; Least squares methods; MIMO; Observability; Signal processing; Signal processing algorithms; State estimation; State-space methods; Time varying systems;
fLanguage
English
Publisher
ieee
Conference_Titel
Decision and Control, 1998. Proceedings of the 37th IEEE Conference on
Conference_Location
Tampa, FL
ISSN
0191-2216
Print_ISBN
0-7803-4394-8
Type
conf
DOI
10.1109/CDC.1998.761842
Filename
761842
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